+11.2%
QCOM vs ROL
+13.1%
-1.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.9% |
| 7D | +0.4% | +9.5% | -9.1% | -1.5% |
| 30D | -6.6% | +22.9% | -29.5% | -10.5% |
| 3M | +3.7% | +3.5% | +0.1% | +2.8% |
| 6M | -13.3% | -29.4% | +16.1% | -6.2% |
| YTD | -1.8% | -36.1% | +34.3% | +8.7% |
| 1Y | -2.5% | -34.4% | +31.8% | +6.9% |
| 3Y | +47.0% | +4.0% | +43.0% | +37.6% |
| All | +11.2% | +13.1% | -1.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling